Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465052.8099 | 344617.7555 | 120435.0545 | 1142877.1906 | 731191.474 | 411685.7166 |
Total P&L (%) | 465.0528 | 344.6178 | 120.4351 | 1142.8772 | 731.1915 | 411.6857 |
Avg Daily Profit (%) | 0.4464 | 0.3308 | 0.1156 | 0.2422 | 0.2035 | 0.1568 |
Buy And Hold Return (%) | 20.2347 | 20.2347 | 20.2347 | 20.2347 | 20.2347 | 20.2347 |
Max Trade Drawdown | -82906 | -65502 | -43575 | -240884 | -142286 | -181850 |
Profit Factor | 2.354 | 2.8806 | 1.7517 | 2.1137 | 2.3712 | 1.8351 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 49.4505 | 41.3043 | 57.7778 | 49.4505 | 41.3043 | 57.7778 |
Ratio Avg Win / Avg Loss | 2.4063 | 4.0934 | 1.2801 | 2.1607 | 3.3696 | 1.3411 |
Largest Winning Trade | 250364 | 250364 | 41407 | 284438 | 284438 | 152271 |
Largest Losing Trade | -33226 | -18431 | -33226 | -169548 | -91664 | -169548 |
Avg Bars in Trades | 269 | 232 | 307 | 269 | 232 | 307 |
Avg Bars in Winners | 342 | 331 | 350 | 342 | 331 | 350 |
Avg Bars in Losers | 198 | 162 | 248 | 198 | 162 | 248 |
Bars Traded | 24529 | 10688 | 13841 | 24529 | 10688 | 13841 |
Profit Streak | 0 | 0 | 54.0589 | 0 | 0 | 54.0589 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512638 | 393509 | -34658 | 448101 | 333941 | 435723 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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